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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3151–3200; page 64 of 188.

  1. Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models

    Jiandong Chen, Haochen Luo, Yuan Zhang · 2025 · advanced · portfolio management

    factor investing · large language models · optimization · portfolio optimization

  2. Evolutionary Finance: Models with Short-Lived Assets

    Zerong Chen · 2024 · advanced · portfolio management

    financial economics · stochastic processes

  3. Evolutionary Portfolio Selection with Liquidity Shocks

    Enrico De Giorgi · advanced · risk management

    insurance · liquidity · liquidity risk · portfolio management

  4. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments

    Anufriev, M., Hommes, C.H. · 2011 · intermediate · time series

    asset pricing · financial economics

  5. Evolutionary Stability of Portfolio Rules in Incomplete Markets

    Thorsten Hens, Klaus Reiner Schenk-Hoppé · 2003 · advanced · portfolio management

    portfolio management · stochastic processes

  6. Evolutionary Stable Stock Markets

    Igor Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé · 2003 · advanced · portfolio management

    asset pricing · portfolio management · stochastic processes

  7. Evolutionary strategic beliefs and financial markets

    Elyès Jouini, Clotilde Napp, Yannick Viossat · 2012 · advanced · other

    financial economics

  8. EVT-Based Rate-Preserving Distributional Robustness for Tail Risk Functionals

    Anand Deo · 2025 · advanced · risk management

    extreme value theory · optimization · risk management · tail risk

  9. EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning

    Parvin Malekzadeh, Zissis Poulos, Jacky Chen · 2024 · advanced · options

    derivatives · extreme value theory · machine learning · options hedging · reinforcement learning · risk management

  10. Ex-Post : The Investment Performance of Collectible Stamps

    Dimson, E., Spaenjers, C. · 2009 · intermediate · statistics

    financial economics

  11. Exact calibration of structural models via time-change

    Frédéric Vrins, Damiano Brigo · 2026 · advanced · risk management

    brownian motion · credit risk · mathematical finance · model calibration · stochastic processes

  12. Exact conditional simulation of Point processes: Application to pathwise market impact estimation

    Joseph Leclère, Youssef Ouazzani Chahdi, Mathieu Rosenbaum · 2026 · advanced · quantitative trading

    algorithms · stochastic processes

  13. Exact Formulas for Expected Hedging Error and Transactions Costs in Option Replication

    Klaus Bjerre Toft. · 1994 · advanced · options

    derivatives · mathematical finance · options hedging · transaction costs

  14. Exact Replication of the Best Rebalancing Rule in Hindsight

    Alex Garivaltis · 2018 · advanced · options

    asset pricing · brownian motion · derivatives · option pricing

  15. Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Loève expansions

    Jaehyuk Choi · 2024 · advanced · stochastic calculus

    stochastic processes

  16. Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies

    Yuki Sato, Kiyoshi Kanazawa · 2023 · advanced · quantitative trading

    market microstructure

  17. Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory

    Kiyoshi Kanazawa, Hideki Takayasu, Misako Takayasu · 2022 · advanced · quantitative trading

    market microstructure · probability · stochastic processes

  18. Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle

    Andrew B. Abel · advanced · statistics

    asset pricing · financial economics · stochastic processes

  19. Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences

    Marcellino Gaudenzi, Michel Vellekoop · 2018 · advanced · portfolio management

    mathematical finance · optimization · portfolio optimization

  20. Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations

    Wenxuan Zhang, Yixiao Guo, Benzhuo Lu · 2025 · advanced · options

    deep learning · machine learning · neural networks · numerical methods · option pricing · partial differential equations

  21. Exact Trade-Level Attribution of FRTB-IMA Capital

    Yuhe Sui · 2026 · advanced · risk management

    market risk

  22. Exact Value Solution to the Equity Premium Puzzle

    Atilla Aras · 2026 · intermediate · statistics

    asset pricing · capm · equity markets · financial economics

  23. Exactly solvable model for the diffusive price-dynamics paradox under long-range correlated market-order flow

    Yuki Sato, Shunta Fujiwara, Kiyoshi Kanazawa · 2026 · advanced · quantitative trading

    financial economics · market microstructure · stochastic processes · time series

  24. Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic

    Akihiko Noda · 2021 · advanced · time series

    econometrics · market efficiency · time series

  25. Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market

    Mohammadreza Mahmoudi · 2023 · intermediate · time series

    cryptocurrencies · econometrics · time series

  26. Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets

    Adrián Fernandez-Perez, Marta Gómez-Puig, Simón Sosvilla-Rivero · 2025 · advanced · risk management

    credit risk · financial networks · liquidity risk

  27. Examples and Counterexamples of Cost-efficiency in Incomplete Markets

    Carole Bernard, Stephan Sturm · 2024 · advanced · portfolio management

    mathematical finance

  28. Exceptional Expectations: U.S. vs. Non-U.S. Equities

    Antti Ilmanen, Thomas Maloney · 2025 · intermediate · portfolio management

    equity markets · equity valuation · performance attribution

  29. Excess Covariance and Dynamic Instability in a Multi-Asset Model

    Anufriev, M., Bottazzi, G., Marsili, M. · 2011 · advanced · time series

    asset pricing · stochastic processes

  30. Excess Liquidity, Bank Pricing Rules, and Monetary Policy

    Pierre-Richard Agénor, Karim El Aynaoui · 2008 · intermediate · risk management

    banking · credit markets · interest rates

  31. Excess Out-of-Sample Risk and Fleeting Modes

    Jean-Philippe Bouchaud, Iacopo Mastromatteo, Marc Potters · 2022 · advanced · risk management

    statistics

  32. Excessive stock price dispersion: a regression test of cross-sectional volatility

    Snell, Andy, Tonks, Ian, Bulkley, George · 1996 · intermediate · statistics

    asset pricing · equity markets · hypothesis testing · market efficiency · regression

  33. Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies

    Hammoudeh, S.M., Yuan, Y., McAleer, M.J. · 2010 · advanced · time series

    commodities · foreign exchange · garch · time series

  34. Exchange Rate Determination for Cryptocurrency Mergers: A Formal Framework

    Massimiliano Sala, Daniela Visetti · 2026 · advanced · other

    cryptocurrencies · liquidity

  35. Exchange Rate Exposure and Firm Dynamics

    Varela, Liliana, Salomao, Juliana · 2018 · advanced · risk management

    econometrics · financial economics · foreign exchange · model calibration

  36. Exchange Rate Exposure, Hedging, and the Use of Foreign Currency Derivatives

    George Allayannis, Eli Ofek · 1997 · intermediate · risk management

    derivatives · foreign exchange · risk management

  37. Exchange rate predictability

    Barbara Rossi · 2013 · advanced · time series

    econometrics · foreign exchange

  38. Exchange Rate Risk and Business Cycles

    Lloyd, S. P., Marin, E. A. · 2019 · advanced · derivatives

    asset pricing · financial economics · foreign exchange

  39. Exchange rate risk and convergence to the Euro

    Orlowski, Lucjan T. · 2004 · intermediate · risk management

    economic policy · foreign exchange

  40. Exchange Rate Risk Exposure Related to Public Debt Portfolio of Pakistan: Application of Value-at-Risk Approaches

    Farhan Akbar, Thierry Chauveau · 2009 · intermediate · risk management

    foreign exchange · market risk · risk management

  41. Exchange rate volatility and central bank interventions

    Panthaki, Freyan · 2005 · intermediate · time series

    foreign exchange

  42. Exchange Rates and Asset Prices in a Global Demand System

    Ralph S. J. Koijen, Motohiro Yogo · 2020 · advanced · statistics

    asset pricing · financial economics · foreign exchange

  43. Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?

    Kilian, L. · 1997 · advanced · statistics

    econometrics · hypothesis testing · statistical inference

  44. Exchange Rates and Government Debt

    Federico Favaretto · 2023 · intermediate · time series

    econometrics · foreign exchange · interest rates · time series

  45. Exchange rates and monetary policy uncertainty

    Mueller, Philippe, Tahbaz-Salehi, Alireza, Vedolin, Andrea · 2016 · intermediate · quantitative trading

    foreign exchange

  46. Exchange-Traded Funds 101 for Economists

    Martin Lettau, Ananth Madhavan · 2018 · beginner · portfolio management

    exchange traded funds

  47. Exchanges of innovation resources inside venture capital portfolios

    Gonzalez-Uribe, Juanita · 2020 · advanced · other

    other

  48. Execution Realism and Reproducibility in LLM-Based Trading Systems: A Systematic Scoping Review and Evidence Audit

    Junyi Yao, Zihao Zheng, Baichuan Li · 2026 · advanced · quantitative trading

    algorithmic trading · backtesting · large language models

  49. Executive compensation and competition in the banking and financial sectors

    Cuñat, Vicente, Guadalupe, Maria · 2007 · intermediate · other

    banking · causal inference · financial economics · panel data

  50. EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction

    Dinggao Liu, Robert Ślepaczuk, Zhenpeng Tang · 2025 · advanced · time series

    deep learning · financial machine learning · foreign exchange · machine learning · neural networks · time series